+145.9%
AMKR vs SPG
+106.5%
+39.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.5% |
| 7D | +8.9% | -1.7% | +10.5% | +9.8% |
| 30D | -2.7% | -6.3% | +3.6% | +0.6% |
| 3M | -27.5% | -2.4% | -25.0% | -28.3% |
| 6M | +19.4% | +9.6% | +9.8% | +8.9% |
| YTD | +30.7% | +14.2% | +16.5% | +15.2% |
| 1Y | +107.9% | +19.3% | +88.6% | +76.2% |
| All | +145.9% | +106.5% | +39.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling